-16.7%
IBM vs TRU
+0.8%
-17.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +1.6% | 0.0% | +1.5% | +1.5% |
| 30D | +9.2% | +21.3% | -12.1% | -1.4% |
| 3M | +4.9% | +0.2% | +4.7% | +4.2% |
| 6M | +16.8% | +22.4% | -5.6% | +4.4% |
| YTD | -14.3% | -4.8% | -9.4% | -16.8% |
| 1Y | -16.7% | -0.2% | -16.5% | -19.8% |
| All | -16.7% | +0.8% | -17.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling